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Plotting curved confidence intervals for linear regression

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Xen
Xen on 9 Jun 2018
Edited: Chris Angeloni on 20 Jul 2020
I am using coefCI function to estimate the confidence intervals of a linear model. I can plot this and get linear confidence bands for the regression line, but, I've seen plots of linear regression where the bands are curved. How can I get those? Thanks.

Accepted Answer

Star Strider
Star Strider on 22 Jul 2018
I did not see your post before.
Use the appropriate version of the predict (link) function for a compact linear model, predict (link) for a generalised linear model, or others, depending on what you are doing.
Those will give the confidence intervals. If you want to plot smooth curves, use:
xv = linspace(min(x), max(x), 1000);
for the independent variable ‘Xnew’ to use with predict.
  8 Comments
Chris Angeloni
Chris Angeloni on 20 Jul 2020
The short answer is that you get this error because you have multiple predictors, so the values in Xnew (or xv in the example above) should have a column for each predictor. (ie. you need to make an xv for every predictor in your multiple regression).
This makes visualizing the data tricky, because for every additional predictor, you add another dimension to your plot, I believe. The question here I think was focused mostly on linear regression with one predictor.

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